The NEOS Server offers FICO Xpress for the solution of mixed-integer linear programming (MILP), linear programming (LP), second-order conic programming (SOCP), and nonlinear programming (NLP) problems. Problems can be submitted to FICO Xpress on the NEOS server in AMPL, GAMS, MOSEL, or MPS format.
The FICO Xpress optimizer is a commercial solver for linear programming and mixed integer linear programming. XPRESS is part of the FICO Xpress Optimization Suite. To learn more about the FICO Xpress Optimization Suite, visit the FICO Optimization website.
The user must submit a model in AMPL format. Examples are provided in the examples section of the AMPL website.
The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS. The commands file may include option settings for the solver. To specify solver options, add
solve
model
data
option fico-xpress_options 'OPTIONS';